Business Management Journal Program Studi Manajemen
Vol 8, No 1 (2012): Business Management Journal

ANALISIS RETURN PORTOFOLIO YANG OPTIMAL PADA SAHAM LQ 45 YANG TERCATAT DI BURSA EFEK INDONESIA SELAMA PERIODE 2008-2010

Jolanda Saputri (Unknown)
Oktafalia Marisa Muzammil (Unknown)

Article Info

Publish Date
25 Jul 2017

Abstract

This research aimed to analyze the optimal portfolio return and the change in IHSG to changes in stock prices the securities sector. The purpose of this study is the author wanted to determine the effect of the transaction value of the securities sector stock price changes. The method used is the Sharpe Model, Single Index Model, and using Microsoft Office Excel. The result of this research is the only portfolio on the agricultural sector able to generate a positive return. Conclusions of this research, there were 12 companies included in the the optimal portfolio in LQ45 and agricultural sectors only have return rate postitif of 19:16% and the risk by 5.92%. Keywords : Return, Risk, Single Indeks Model, and Sharpe Model

Copyrights © 2017




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Full PDF
406.471 KB
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
Business Management Journal Program Studi Manajemen
Website

Abbrev

business-management

Publisher

Universitas Bunda Mulia

Subject

Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Social Sciences

Description

Business Management Journal (BMJ) is a scientific journal managed by the Bunda Mulia University Management Study Program. BMJ is published twice a year. BMJ publishes scientific articles resulting from empirical research in the field of management science. BMJ accepts scientific papers written by ...